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Instrumental variables, local instrumental variables and control functions

Jean-Pierre Florens, James Heckman, Costas Meghir () and Edward Vytlacil ()

No CWP15/02, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous. We derive a testable restriction that allows us to assess the degree of unobserved heterogeneity. Our analysis uses assumptions relating to the Local Instrumental Variables (LIV) approach and the control function approach.

New Economics Papers: this item is included in nep-ecm and nep-ltv
Date: 2002-07-05
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Working Paper: Instrumental Variables, Local Instrumental Variables and Control Functions (2003) Downloads
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